Wavelets Intro

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    9. Wavelets

    A wavelet is a wave-like oscillation that is localized in the sense that it growsfrom zero, reaches a maximum amplitude, and then decreases back to zero amplitude

    again. It thus has a location where it maximizes, a characteristic oscillation period, and

    also a scale over which it amplifies and declines. Wavelet analysis developed in thelargely mathematical literature in the 1980's and began to be used commonly ingeophysics in the 1990's. Wavelets can be used in signal analysis, image processing and

    data compression. They are useful for sorting out scale information, while still

    maintaining some degree of time or space locality. Wavelets are used to compress and

    store fingerprint information by the FBI. Because the wavelet and scaling functions areobtained by scaling and translating one or two "mother functions", time-scale wavelets

    are particularly appropriate for analyzing fields that are fractal. Wavelets can be

    appropriate for analyzing non-stationary time series, whereas Fourier analysis generally

    is not. They can be applied to time series as a sort of fusion (or compromise) betweenfiltering and Fourier analysis. Wavelets can be used to compress the information in two-

    dimensional images from satellites or ground based remote sensing techniques such asradars. Wavelets are useful because as you remove the highest frequencies, local

    information is retained and the image looks like a low resolution version of the fullpictures. With Fourier analysis, or other global functional fits, the image may lose all

    resemblance to the picture, after a few harmonics are removed. This is because wavelets

    are a hierarchy of local fits, and retain some time localization information, and Fourier or

    polynomial fits are global fits, usually.

    In general, you can think of wavelets as a compromise between looking at digital

    data at the sampled times, in which case you maximize the information about how thingsare located in time, and looking at data through a Fourier analysis in frequency space, in

    which you maximize your information about how things are localized in frequency andgive up all information about how things are located in time. In wavelet analysis we

    retain some frequency localization and some time localization, so it is a compromise.

    Figure. 1. In the time domain we have full time resolution, but no frequency localization or separation. In

    the Fourier domain we have full frequency resolution but no time separation. In the wavelet domain

    we have some time localization and some frequency localization.

    Frequency

    Frequency

    Frequency

    Time TimeTime

    Time Domain Frequency Domain Time-Frequency

    Wavelet Domain

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    9.1 Wavelet Types

    According to Meyer(1993), two fundamental types of wavelets can be considered,

    the Grossmann-Morlet time-scale wavelets and the Gabor-Malvar time-frequencywavelets. The more commonly used type in geophysics is probably the time-scale

    wavelet. These wavelets form bases in which a signal can be decomposed into a wide

    range of scales, in what is called a "multiresolution analysis". From this comes the

    obvious application in image compression, as one can call up additional detail as requireduntil the exact image at the original resolution is reconstructed. The intervening coarse

    resolution images will look like the full resolution one, just fuzzier. This is not true in

    general of Fourier analysis, where throwing out the last few harmonics can cause the

    picture to change dramatically.

    Time-scale wavelets are defined in reference to a "mother function" !(t) of some

    real variable t. The mother function is required to have several characteristics: it mustoscillate, and it must be localized in the sense that it decreases rapidly to zero as | t| tendsto infinity. It is also very helpfult to require that the mother function have a certain

    number of zero moments, according to:

    0 = !(t) dt

    "#

    #

    $ =. .. = tm"1!( t)dt"##

    $ (9.1)The mother function can be used to generate a whole family of wavelets by translatingand scaling the mother wavelet.

    !(a,b )(t) =1

    a!

    t"ba

    $%

    '( , a >0, b)*. (9.2)

    Here b is the translation parameter and a is the scaling parameter. Provided that !(t) is

    real-valued, this collection of wavelets can be used as an orthonormal basis. Thecoefficients of this expansion can be obtained through the usual projection.

    !(a,b) = f(t)"(a,b)(t) dt

    #$

    $

    % (9.3)These coefficients measure the variations of the fieldf(t) about the point b, with the scalegiven by a. Wavelet analysis of this type can be performed on discrete data using

    quadrature mirror filters and pyramid algorithms. It is also possible sometimes to

    compute the transform using a Fourier transform technique.

    Time-frequency wavelets are constructed with the idea that you take a wave,

    cos(!t+ "), divide it into segments, and keep only one (Gabor 1946). This leaves a

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    "wavelet" with three parameters: a starting time, an ending time, and a frequency. Recent

    innovations have provided more practical algorithms for the time-frequency wavelet thatare useful with discrete data. You might imagine that such a representation would be

    very useful in music and speech coding.

    The trick in using wavelets is to find a set of them that provides a description thatis optimal in some sense to the problem at hand. If wavelet analysis in general, or the

    particular set chosen, is not well-suited to the problem at hand, they can be no help or,

    worse, lead to deeper confusion. For the non-expert like us, who just wants to get a

    useful representation, one is probably restricted to choosing from among a library ofestablished wavelet bases, and most probably from among those for which software is

    already written. This library is growing, as are the techniques for deteriming whether an

    appropriate representation has been chosen. Matlab has a wavelet toolbox, which

    includes Haar, Daubechies, Biorthogonal, Coiflets, Symlets, Morlet, Mexican Hat andMeyer wavelets.

    We focus here in these notes on discrete wavelets and the discrete wavelettransform (DWT) and their applications. Wavelets are basis sets for expansion which,unlike Fourier series, have not only a characteristic frequency or scale, but also a

    location. They can be orthogonal, biorthogonal, or nonorthogonal. So we imagine first

    that we have some sort of linear series expansion of a signalx(t).

    x(t) = !i

    i

    " #i (9.4)

    Normally we would wish that !i form a complete orthogonal set on the space in whichx

    is defined, so that anyxcan be expressed in terms of this basis set. When a Fourier

    Series expansion is performed the resulting coefficients !i can be used to describe the

    distribution of the variance in frequency space by computing the power spectrum, so that

    a scale separation is performed, but the information about the behavior of particularscales as a function of time is lost. One can get around this partially by computing a

    series of short term Fourier transforms (STFT) on series of length T, which might be

    shorter than the total length of record, but long enough to discriminate the frequency ofinterest from others. These short records could be partially overlapping, so that the scale

    analysis could be plotted two-dimensionally in frequency-time coordinates, so that the

    temporal behavior of the variance in the frequencies of interest could be studied.

    9.2 The Haar Wavelet

    Haar(1910) and others were seeking functional expansions that would converge to

    explain other functions that were not the sine and consine series of Fourier(1807). Hesought an orthonormal system hn(t) of functions on the interval [0,1] such that for any

    functionf(t), the series,

    f(t) = f,hn! hn t( ) (9.5)

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    would converge uniformly. The angle brackets indicate a suitably defined inner producton the interval [0,1]. Haar began with the initial function,

    h(t) =

    1.0

    !1.00.0

    "

    #

    $

    %$

    [0, 1 / 2]

    [1 / 2, 1]

    elsewhere

    (9.6)

    Building on this basic function Haar defines his sequence of expansion functions

    according to,

    n = 2j+ k j! 0, 0 " k< 2

    j (9.7)

    hn t( )= 2j/ 2

    h 2jt! k( ) (9.8)

    each of these functions is supported (has nonzero values) on the dyadic interval,

    In = k2!j

    , (k+1)2!j[ ] (9.9)

    which is included in the interval [0,1] if 0 ! k< 2j

    . Here j is the level, from the mother

    wavelet level (j=0), to the smallest baby wavelets j=jmax, k is the spatial index for each

    level, and n is a mode index, starting with mother (n=1). To complete the set, one must

    add the function h0 t( ) =1 on the interval [0,1], which we can refer to as father, the

    smoothest level of detail, in this case, a constant. The series hn t( ) then forms an

    orthonormal basis on [0,1]. By looking carefully at (9.7)-(9.9) one can see that the seriesis the basic step function repeated on intervals that decrease in scale and increase in

    number by the factor of two at each level, wherejis the level index and kis the number

    of functions at that level of detail necessary to span the interval [0,1].

    Let's consider the Haar expansion of a simple time series consisting of a harmonic

    of wavelength 8, plus a bit of noise. Figure 2 shows the time series on top and its Haar

    wavelet transform below. In this representation, derived from Matlab, the mode index, n,

    as defined above starts at the left and goes toward the right. The highest level of detail ison the right, and father and mother are on the left. The total length of the time series in

    this case was N=128, so the highest level of detail has 64 values and there are J =

    log(N)/log(2)-1= 6-1. levels of detail.

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    Figure 2. Time series with 8-day wave plus a bit of noise (top) and the Haar Wavelet transform of this time

    series (bottom). Because of the phasing of the 8-day wave, the third level of detail has an almost constant

    large projection on the data. The third level of detail is a Haar wavelet with a wave length of 8dt, and so

    projects strongly onto the sine wave with an 8-day period.

    Since the Haar functions are orthogonal, we can derive their coefficients using therelation,

    !i = "i ,x(t) (9.11)

    where the angle brackets indicate a suitably defined inner product.

    It may be easier to see how this is all working by considering how (9.11) looks

    when expressed in matrix notation, and using the abbreviation a =1

    2 .

    !1

    !2

    !3

    !4

    !5

    !6

    ..

    #

    $$$$$$$$$

    $

    $$$$

    &

    '''''''''

    '

    ''''

    =

    y1(0)

    y2(0)

    y1(2)

    y2(2)

    y1(4)

    y2 (4)

    ...

    #

    $$$$$$$$$

    $

    $$$$

    &

    '''''''''

    '

    ''''

    =

    a a

    a (a

    a a

    a (a

    a a

    a (a

    ..

    #

    $$$$$$$$$

    $

    $$$$

    &

    '''''''''

    '

    ''''

    x(0)

    x(1)

    x(2)

    x(3)

    x(4 )

    x(5)

    ...

    #

    $$$$$$$$$

    $

    $$$$

    &

    '''''''''

    '

    ''''

    (9.12)

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    We can think ofy1andy2as the time series of the coefficients of the even and

    odd Haar wavelets, respectively. These have only half the time resolution of the original

    series. You can think ofy1as a low-frequency representation of x(t) andy2as the high

    frequency details. Often in wavelet analysis literature, the smooth function (a,a) wouldbe called the scaling function ! , and the wavy one (a,-a) would be called the wavelet ! .

    The projection into the coefficient space of the two Haar functions is equivalent tofiltering followed by "down sampling", by taking only every other point of the filtered

    time series. The Haar transform is an example of a two-channel filter bank. It sorts the

    original series into two filtered data sets. The Haar filter functions are members of aspecial class of filter function pairs called a quadrature mirror filter pair. After the

    filtering is done the sum of the energies (or variances) in the two filtered time series is

    equal to the variance in the original time sereis.

    y1

    2+ y2

    2= x

    2 (9.13)

    Since we are thinking of a wavelet transform as a filtering operation, now is a

    good time to think about the scaling achieved by this filtering process. Remember, from

    a previous chapter on filtering of time series, how we determine the frequency response

    of the filter from its coefficients.

    The Haar wavelet is [a, -a] and the scaling function is [a, a]. For the scaling, lets think

    of it as a filtering operation that does this

    y(t) =a x(t+!t

    2)+ a x(t"

    !t

    2)

    Then the Fourier Transform is,

    Y(!) = X(!) a ei!"t/2

    + a e#i!"t/2( ) =2aX(!)cos(!"t/ 2) (9.14)

    So the response function is R(!) =2acos(!"t/ 2) . If you wanted a unit response at zero

    frequency then a=1/2, but because the wavelets are normalized to have unit length

    a=1/sqrt(2), and the response function at zero frequency is sqrt(2). The frequency

    response goes from 2acos(0) to 2acos(pi/2) while the frequency goes from zero to pi/dt.

    Just one slow transit from maximum to zero across the Nyquist interval.

    For the wavelet we have

    y(t) = a x(t+!t

    2)" a x(t"

    !t

    2)

    and the Fourier Transform is,

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    Y(!) = X(!) a ei!"t/2

    # a e#i!"t/2( ) =2aX(!)sin(!"t/ 2) (9.15)

    So the response functions for the Haar scaling and Haar wavelet are

    Rscaling

    (!) =2acos(!"t/ 2) Rwavelet

    (!) =2asin(!"t/ 2) (9.16)

    The squared response function shows how the filter process would affect the

    power spectrum. We have shown that the squared response function for the scaling (a, a)

    and wavelet (a, -a) filtering operations are, respectively, where a = 1 / 2 , then

    R(f)scaling

    2=2cos

    2(!f) and R(f)

    wavelet

    2= 2sin

    2(!f) (9.17)

    From these formulas one can see that the squared response functions are

    complements of eachother, so that the variance that is rejected by one is the variance that

    is passed by the other. This is the required characteristic of quadrature mirror filters, andwill result in the preservation of power as the expansion in these wavelets continues.

    Figure 3. Haar scaling and wavelet responses, normalized as in (9.17). Usually we would divide

    by 2 to get a filter response of one at the maximum pass band.

    The Haar wavelet representation has the advantage of very good time localization,

    but the frequency resolution is minimal. Also, it is not smooth. It is not a very attractive

    wavelet basis. You could get much better frequency resolution with a Morlet wavelet ora high order Daubechies wavelet.

    Pyramid Scheme:

    Applying the Haar transform reduces the original N data point time series x(t) into

    two time series of length N/2, which arey1 andy2, respectively. One of these contains

    the smoothed information and the other contains the detail information. The smoothed

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    one could be transformed again with the Haar wavelets again, producing two time series

    of length N/4, with smoothed and detail information, and so on, keeping the details anddoing an additional transform of the smoothed time series each time. If the original time

    series was some power of 2, N=2n, then this process, called a pyramid algorithm, would

    terminate when the last two time series were the coefficients of the time mean and the

    difference between the mean of the first half of the time series and the last half of thetime series. The number of coefficients at the end would total N, and would contain all

    of the information in the original time series, organized according to scale and location,

    as defined by the Haar wavelet family. The original mother functions of (1,1) and (1,-1)

    on an interval of two time points are stretched, or dilated in factors of 2 to create asequence of daughter wavelets with increasingly large scale.

    Lets suppose we started with a time series of 8 data, and performed successive

    Haar transforms on this time series. The diagram below is intended to give some idea ofhow the original data would be transformed into a representation in Haar functions using

    the pyramid scheme. The notation is a little primitive. The first subscript indicates

    whether it is the first-smoothed, or second-detailed Haar function coefficient. The secondsubscript indicates the total span of the wavelet-the number of time points it stretchesover. The original set span two data points, but the span doubles every time the

    transform is applied to the smoothed transformation from the previous level of the

    pyramid. The number in parenthesis indicates the approximate time point at the center ofthe wavelet in question. This is the time we would plot the coefficient at, if we wanted to

    see how this particular scale was evolving in time.

    x1

    x2

    x3

    x4

    x5

    x6

    x7

    x8

    "

    #

    ##

    #

    ###

    ###

    %

    &

    &&

    &

    &&&

    &&&

    '

    y22(1.5)

    y22(3.5)

    y22(5.5)

    y22 (7.5)

    !

    "

    #

    ###

    $

    %

    &

    &&&

    ;y24(2.5)

    y24(6.5)

    !

    "#$

    %&;

    y18(4.5)

    y28(4.5)

    !

    "#$

    %& (9.18)

    At the end of the scheme we have the coefficients of the Haar function that is the same at

    all 8 points, y18 , and the coefficient of the Haar function that is positive for the first 4

    times and negative for the last 4 times y28 , which is the last bit of detail. The time atwhich these are valid is right in the center of the time series. Each level represents aparticular scale, but in the case of the Haar wavelet, the scale separation is crude. We can

    reconstruct the original time series from the Haar coefficients if we want. This discussion

    of the Haar wavelet set introduces the concept of multiresolution. The wavelet basis is

    capable of localizing signals in both time and frequency simultaneously. Of course thereis an uncertainty principle at work, because if we want to isolate frequencies very exactly,

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    then we must give up time localization (sinc wavelet), and if we want to localize very

    finely in time, then we must give up on precise frequency localization (Haar wavelet).

    In seeking other possible basis function sets on which we would like to expand we

    consider the following desirable characteristics:

    (1) Good localization in both time and frequency (these conflict so we must

    compromise)

    (2) Simplicity, and ease of construction and characterization

    (3) Invariance under certain elementary operations such as translation(4) Smoothness, continuity and differentiability

    (5) Good moment properties, zero moments up to some order.

    9.3 Daubechies Wavelet Filter Coefficients:

    From the example of the Haar wavelet, we can see that a wavelet transform is equivalentto a filtering process with two filters that are quadrature mirror filters and divide the timeseries into a wavelet part, which represents the detail, and another smoothed part.

    Daubechies(1988) discovered an important and useful class of such filter coefficients.

    The simplest set has only 4 coefficients (DAUB4), and will serve as a useful illustration.

    Consider the following transformation acting on a data vector to its right.

    c0 c1 c2 c3

    c3 !c2 c1 !c0c0 c1 c2 c3

    c3 !c2 c1 !c0

    c0 c1 c2 c3

    c3 !c2 c1 !c0c2 c3 c0 c1

    c1 !c0 c3 !c2

    #

    $$$

    $

    $$

    $$$

    $ &

    '''

    '

    ''

    '''

    '

    (9.19)

    The matrix is arranged in such a way that cyclic continuity of the data is assumed, much

    as in Fourier Analysis. Other options are possible within the Matlab framework. The

    action of this matrix is to perform two convolutions with different, but related, filters,

    c0,c1 ,c2 ,c3( ) =H and c3, ! c2 ,c1,!c0( ) =G, each resulting time series of filtered data

    points is then decimated by half, so that only half as many data points remain, then bothfiltered time series, thus decimated, are interleaved. We can think ofHas the smoothing

    filter and Gas the wavelet filter. They produce the smooth and detail information,

    respectively. The filter Gis chosen to make the filtered response to a sufficiently smooth

    input as small as possible, and this is done by making the moments of Gzero. Whenpmoments are zero, we say that Gsatisfies an approximation condition of orderp.

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    If we require an approximation condition of order p=2, then the coefficients for the

    DAUB4 wavelet must satisfy,

    c3 ! c2 + c1! c0 = 0 (9.20)

    0c3!1c2 + 2c1! 3c0 = 0 (9.21)

    For the transformation of the data vector to be useful, one must be able to reconstruct the

    original data from its smooth and detail components. This can be assured by requiring

    that the matrix (9.17) is orthogonal, so that its inverse is just its transpose. In discretespace, this is the equivalent of the orthogonality condition for continuous functions. The

    orthogonality condition places two additional constraints on the coefficients, which can

    be derived by multiplying (9.17) by its transpose and requiring that the product be the

    unit matrix.

    c32+ c2

    2+ c1

    2+ c0

    2= 1 (9.22)

    c3c1+ c2c0 = 0 (9.23)

    These four equations for the coefficients have a unique solution up to a left-right reversal.

    DAUB4 is only the simplest of a family of wavelet sets with the number of coefficientsincreasing by two each time (4, 6, 8, 12, . . . 20, . . .). Each time we add two more

    coefficients we add an additional orthogonality constraint and raise the number of zero

    moments, or the approximation condition order, by one. Daubechies(1988) has tabulated

    the coefficients for lots of these, and they can be inserted into computer programsprovided by Press, et al.(1992), or in Matlab and other high level languages that support

    wavelets.

    The discrete wavelet transform proceeds by the pyramid algorithm. A coefficient matrix

    like (9.17) is applied hierarchically. After the first transform of a data vector of lengthN,

    the detail information is stored in the lastN/2 elements of the transformed vector, and

    another transform of theN/2 smooth components is performed to provide a detail vectorand a smooth vector each of lengthN/4. Then the detail at this level is stored and another

    transformation of theN/4 smooth vector is performed. This continues until only one

    smooth coefficient and one detail coefficient remain, at which pointNcoefficients of the

    transformed coefficient vector have been obtained. We can illustrate this process with aninitial vector of lengthN=8.

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    x1

    x2

    x3

    x4

    x5x6

    x7

    x8

    "

    ###

    ##

    ####

    # %

    &&&

    &&

    &&&&

    &

    transform

    '

    s1

    d1

    s2

    d2

    s3d3

    s4

    d4

    "

    ###

    ##

    ####

    # %

    &&&

    &&

    &&&&

    &

    permute

    '

    s1

    s2

    s3

    s4

    d1d2

    d3

    d4

    "

    ###

    ##

    ####

    # %

    &&&

    &&

    &&&&

    &

    transform

    '

    S1

    D1

    S2

    D2

    d1d2

    d3

    d4

    "

    ###

    ##

    ####

    # %

    &&&

    &&

    &&&&

    &

    permute

    '

    S1

    S2

    D1

    D2

    d1d2

    d3

    d4

    "

    ###

    ##

    ####

    # %

    &&&

    &&

    &&&&

    &

    (9.24)

    If the original data were a higher power of two, there would be more stages in the

    pyramid transformation, but the ending point is always two detail coefficients and two

    smoothed coefficients for the final level. The d's are called "wavelet coefficients". The

    final Scoefficients could be called "mother-function coefficients", or mother and fathercoefficients, but are often also called wavelet coefficients. Since each stage of the

    process is an orthogonal linear operation, the sum of all these transformations is also anorthogonal operation. To invert the procedure and change the coefficients back to the

    original data vector, one simply reverses the process, using the transpose of thetransformation matrix at each level of the pyramid.

    Although the pyramid scheme only requires the coefficients of the fundamentalquadrature mirror filter, the structure of the wavelets can be reconstructed by placing a

    one in the element of the coefficient vector for the wavelet structure you want, place

    zeros in all other locations, and then do the inverse transform to produce the physical

    space representation of the wavelet structure. One can easily see by taking the transposeof (9.19) and operating on vectors with ones in various elements, that the wavelet

    structure at the first level of wavelet detail is just the wavelet filter coefficientsthemselves. Higher up the pyramid structure the wavelets take on more details that are

    not obvious from the coefficients alone. For example the following diagram shows theDAUB4 wavelet structures from a transformation of length 1024 corresponding to

    coefficients 1,2,3 and 4. These are the father, mother and first two wavelets- the largest

    scale wavelets, corresponding to the lowest coefficients for DAUB4 on 1024. The

    DAUB4 wavelet has kinks where the first derivative does not exist, but it exists "almost"everywhere. The mother and father have the same scale but different shapes, with the

    father being the smoother one and the mother the basic wavelet. The 3 and 4 wavelets

    are the first born. They have the same structure, but are shifted in location so as to be

    orthogonal. All subsequent children have this characteristic, but decrease in scale by a

    factor of 2 and increase in number by a factor of 2.

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    Figure 4 Daubechies wavelet of order 2, first three wavelets.

    Lets look at the grandchildren. The wavelet for coefficient 514 is of the smallestscale and is localized near the beginning of the time series. The structure is just the filter

    coefficients shifted in time into the beginning of the data a little. Lower coefficients

    correspond to wavelets with progressively doubled scale, and their structures take on alittle more detail at this order of approximation(DAUB4). We show only the left part of

    the 1024 vector space, since this is where these wavelets have amplitude. We show here

    the wavelets for coefficients 514, 258, 130 and 66. These are all located near thebeginning of the time series, but each represent scales that differ by factors of 2. Toobtain the next wavelet in each level, you would keep the same structure but shift it to the

    right by 2, 4, 8, and 16 time units, respectively.

    -0.08

    -0.06

    -0.04

    -0.02

    0

    0.02

    0.04

    0.06

    0.08

    0 200 400 600 800 1000

    Daubechies-4 Wavelets on 1024

    1234

    WaveletAmplitude

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    Figure 5. Examples of smallest scale Daubechies wavelets at approximation level 2, at detail

    levels 1,2,3, and 4.

    Higher order wavelets, such as DAUB8, shown below have higher ordercontinuous derivatives. They are not quite as local as a lower order Daubechies wavelet

    set, since the wavelet of smallest scale is supported over a larger number of data points.

    Figure 6. Daubechies wavelets at approximation condition 4.

    -0.6

    -0.4

    -0.2

    0

    0.2

    0.4

    0.6

    0.8

    1

    0 10 20 30 40 50 60

    Daubechies-4 Wavelets on 1024

    66130

    258514

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    index

    -0.06

    -0.04

    -0.02

    0

    0.02

    0.04

    0.06

    0.08

    0 200 400 600 800 1000

    Daubechies-8 Wavelets; 1-4

    1

    2

    3

    4

    WaveletAmplitude

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    Figure 7. Daubechies wavelets at approximation condition 4.

    The DAUB-20 wavelet produces even more smoothness, and less localization.

    Figure 8. Daubechies wavelets at approximation condition 10.

    -0.8

    -0.6

    -0.4

    -0.2

    0

    0.2

    0.4

    0.6

    0.8

    0 10 20 30 40 50 60 70

    Daubechies-8 Wavelets on 1024

    66130258514

    WaveletStructure

    index

    -0.06

    -0.04

    -0.02

    0

    0.02

    0.04

    0.06

    0 200 400 600 800 1000

    Daubechies-20 Wavelets on 1024

    1234

    WaveletAmplitude

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    Figure 9. Daubechies wavelets at approximation condition 10.

    9.4 Wavelet Types and Properties

    TBD

    9.5 The Inverse Problem in Music: Would Wavelets really help?

    Suppose you are an ethnomusicologist and you have recorded the tunes andharmonies of a primitive, but musical tribe in the central Amazon Basin. You want to

    convert the recording into a score based on the western system of music. This is theinverse problem in music. You have the voiced music, but you want it converted into

    musical notation. The forward problem would be if you had sheet music and you wanted

    to create the sound. This is a good problem in digital signal processing and time series

    analysis.

    In some of the references for wavelets music is used as an example of a kind of

    mixed time-frequency multiresolution problem for wavelets. However, most of the

    dyadic wavelet bases resolve frequences that differ by factors of two. That is a whole

    octave, and so is too coarse frequency resolution to be useful for music scoring. As weshall see, to get the required frequency resolution to resolve the individual notes within

    an octave, one does better to just use Fourier Analysis.

    The Well-Tempered Clavier:

    The western musical scale is divided up into octaves, the frequencies of thesucceeding octaves differ by factors of 2. Each of these octaves is divided into 12

    -0.6

    -0.4

    -0.2

    0

    0.2

    0.4

    0.6

    0.8

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    semitones, whose frequencies have the ratio ~1.05946 =!, so that !12

    = 2 , or ! = 212 .

    So all we need to do is pick the frequency of some reference note and we can construct

    the frequencies of the entire chromatic scale of music. Two tunings are used. The classicis the Concert A; the A above middle C is tuned to 440 Hz. Computer musicians prefer

    to tune middle C to 256 Hz. If you do an analysis based on powers of two, more of the

    notes are generated or picked out precisely by the analysis ( 256 = 28). These two tuningsare not compatible, since they differ in most places by close to half a step. If you have

    defined your reference note and frequency, then you can compute the frequencies of allthe other notes in the system from the following relationship.

    fm+n = 2 log2 fm+n /12( )

    where fm is the reference frequency, and n is the number of half steps from the reference

    frequency to the note of which you want the frequency fm+n. Below are the four octaves

    about middle C for the Concert A tuning.

    Table: The frequencies of the four octaves about middle C for the Concert A tuning. Ineach octave an index of half steps with middle C defined as zero is given, along with the

    frequency in Hertz (cycles per second) and the corresponding note name.

    C Below C

    -24 65.406 C

    -23 69.296 Db

    -22 73.416 D

    -21 77.782 Eb

    -20 82.407 E-19 87.307 F

    -18 92.499 Gb

    -17 97.999 G

    -16 103.826 Ab

    -15 110.000 A

    -14 116.541 Bb

    -13 123.471 B

    -12 130.813 C

    Below C

    -12 130.813 C

    -11 138.591 Db

    -10 146.832 D

    -9 155.563 Eb

    -8 164.814 E-7 174.614 F

    -6 184.997 Gb

    -5 195.998 G

    -4 207.652 Ab

    -3 220.000 A

    -2 233.082 Bb

    -1 246.942 B

    0 261.626 C

    Middle C

    0 261.626 C

    1 277.183 Db

    2 293.665 D

    3 311.127 Eb

    4 329.628 E5 349.228 F

    6 369.994 Gb

    7 391.995 G

    8 415.305 Ab

    9 440.000 A

    10 466.164 Bb

    11 493.883 B

    12 523.251 C

    Above C

    12 523.251 C

    13 554.365 Db

    14 587.330 D

    15 622.254 Eb

    16 659.255 E17 698.456 F

    18 739.989 Gb

    19 783.991 G

    20 830.609 Ab

    21 880.000 A

    22 932.328 Bb

    23 987.767 B

    24 1046.502 C

    Notice that the frequency spacing is proportional to frequency itself. If we wanted to

    distinguish these notes using wavelet or harmonic analysis we would want to be able todistinguish half tones in the lowest octave. The difference between C and Db in the

    lowest octave is 69.296 - 65.406 = 3.89 Hz. To distinguish these frequencies we need to

    sample a long enough time so that the wavelet structures we project onto the data get

    significantly out of phase on this time interval. Then one wavelet will project well onto

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    generated. Good singers can control the amount of the higher frequency resonances that

    they produce and generate interesting variations that way. Luciano Pavarotti was giftedwith a voice with lots of harmonic richness and color.

    Figure10 : Frequency analysis of male vocalist. Contours are spaced in powers of two.

    Figure 11: Frequency analysis of gospel quartet singing harmony.

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